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Consider the following information on Stocks I and II: The market risk premium is 11.1 percent, and the risk-free rate is 4.1 percent. o. Calculate

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Consider the following information on Stocks I and II: The market risk premium is 11.1 percent, and the risk-free rate is 4.1 percent. o. Calculate the beta and standard deviation of Stock I. Note: Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decima places, e.g., 32.16 . b. Calculate the beta and standard deviation of Stock II Note: Do not round intermediate calculations. Enter the standard deviation as o percent and round both answers to 2 decimo ploces, e.g., 32.16. c. Which stock has the most systematic risk? d. Which one has the most unsystematic risk? e. Which stock is "riskier"? \begin{tabular}{|l|l|l|} \hline a. Beta & & \\ \hline Standard deviation & & \\ \hline b. Beta & & \\ \hline \multicolumn{1}{|c|}{ Standard deviation } & & \\ \hline c. Most systematic risk & & \\ \hline d. Most unsystematic risk & & \\ \hline e. "Riskier" stock & & \\ \hline \end{tabular}

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